Prepare the Red Velvet Cake:

Preheat your oven according to the instructions on the red velvet cake mix box.

Prepare the cake batter according to the box instructions.

Pour the batter into a greased baking dish and bake as directed on the box.

Allow the cake to cool completely, then crumble it into fine crumbs.

Make the Cheesecake Filling:

In a mixing bowl, combine the softened cream cheese, granulated sugar, and vanilla extract.

Mix until smooth and creamy.

Assemble the Egg Rolls:

Lay an egg roll wrapper on a clean surface with one corner pointing towards you (diamond shape).

Place a spoonful of the crumbled red velvet cake in the center of the wrapper.

Add a dollop of the cheesecake filling on top of the cake crumbs.

Fold the bottom corner up over the filling, then fold in the sides, and roll tightly. Use a little water to seal the edges.

Repeat with the remaining wrappers and filling.

Fry the Egg Rolls:

Heat vegetable oil in a deep frying pan or pot over medium heat until it reaches 350°F (175°C).

Fry the egg rolls in batches, turning occasionally, until golden brown and crispy, about 3-4 minutes.

Remove the egg rolls with a slotted spoon and place them on a paper towel-lined plate to drain excess oil.

Prepare the Coating:

In a small bowl, combine the powdered sugar and milk to make a glaze. The consistency should be thick but pourable. Adjust with more milk or powdered sugar if needed.